+128.1%
DAL vs TXT
+115.3%
+12.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.0% | +3.6% |
| 7D | +10.0% | -3.5% | +13.6% | +12.9% |
| 30D | +12.0% | +15.2% | -3.1% | +0.3% |
| 3M | +0.8% | -4.5% | +5.3% | +3.3% |
| 6M | +26.2% | -6.1% | +32.3% | +30.0% |
| YTD | +33.7% | -2.0% | +35.6% | +32.0% |
| 1Y | +57.6% | +4.2% | +53.4% | +48.7% |
| 3Y | +183.5% | +14.4% | +169.1% | +144.2% |
| 5Y | +114.2% | +12.3% | +101.8% | +84.8% |
| 10Y | +128.1% | +101.8% | +26.3% | +15.7% |
| All | +128.1% | +115.3% | +12.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling